STRATEGY VWAP MOMENTUM

20251126 (Wednesday, DoW=3)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 9

Periodo: 2025-11-26 01:21:00 - 2025-11-26 22:59:00

Exposure Days: 1

Trades per Day: 9.00

Avg Duration: 134.22 min

Median Duration: 64.00 min

PERFORMANCE

Total Profit: $-1,905.00

Avg Profit: $-211.67

Median Profit: $-575.00

Std Profit: $1,596.10

Profit Factor: 0.72

WIN/LOSS

Win Rate: 22.2%

Winners / Losers: 2 / 7 (Ratio: 1:3)

Gross Profit: $5,000.00

Gross Loss: $-6,905.00

Avg Winner: $2,500.00

Avg Loser: $-986.43

Avg Winner / Avg Loser: (Ratio: 1:2.53)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-4,405.00

Sharpe Ratio: -0.13

Sortino Ratio: -0.43

Ulcer Index: 109.41

EXIT REASONS

TARGET exits: 2 (22.2%)

STOP exits: 3 (33.3%)

EOD exits: 0 (0.0%)

LONG ENTRIES (BUY)

Total LONG: 5

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $1,425.00

Avg P&L: $285.00

SHORT ENTRIES (SELL)

Total SHORT: 4

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-3,330.00

Avg P&L: $-832.50

CUMULATIVE P&L